dpglasso: Primal Graphical Lasso

fits the primal graphical lasso, via one-at-a-time block-coordinate descent.

Version: 1.0
Published: 2012-10-24
Author: Rahul Mazumder and Trevor Hastie
Maintainer: Rahul Mazumder <rahul.mazumder at gmail.com>
License: GPL-2
NeedsCompilation: yes
CRAN checks: dpglasso results

Downloads:

Reference manual: dpglasso.pdf
Package source: dpglasso_1.0.tar.gz
MacOS X binary: dpglasso_1.0.tgz
Windows binary: dpglasso_1.0.zip